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Studies of Credit and Equity Markets With Concepts of Theoretical Physics - Couverture souple

Münnix, Michael

 
9783834817716: Studies of Credit and Equity Markets With Concepts of Theoretical Physics
Couverture souple
ISBN 10 : 3834817716 ISBN 13 : 9783834817716
Editeur : Vieweg+Teubner Verlag, 2011

Synopsis

Michael C. Münnix analyses the statistical dependencies in financial markets and develops mathematical models using concepts and methods from physics. The author focuses on aspects that played a key role in the emergence of the recent financial crisis: estimation of credit risk, dynamics of statistical dependencies, and correlations on small time-scales. He visualizes the findings for various large-scale empirical studies of market data. The results give novel insights into the mechanisms of financial markets and allow conclusions on how to reduce financial risk significantly.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Dr. Michael C. Münnix completed his dissertation under the supervision of Prof. Dr. Thomas Guhr at the University of Duisburg-Essen after conducting his research at Boston University where he collaborated with Prof. H. Eugene Stanley.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Vieweg+Teubner Verlag
Date d'édition
2011
Langue
anglais
ISBN 10 
3834817716
ISBN 13 
9783834817716
Reliure
Broché
Nombre de pages
190
Coordonnées du fabricant
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